Added a commented line to print the effective number of particles if needed.

2012-03-09 18:33:31 +01:00 · 2012-03-09 18:33:31 +01:00 · 4aedf7e9c0
parent 4ba016cc16
commit 4aedf7e9c0
1 changed files with 1 additions and 0 deletions
--- a/matlab/particle/sequential_importance_particle_filter.m
+++ b/matlab/particle/sequential_importance_particle_filter.m
@ -130,6 +130,7 @@ for t=1:sample_size
    wtilde = weights.*exp(lnw-dfac);
    lik(t) = log(mean(wtilde))+dfac;
    weights = wtilde/sum(wtilde);
+    % sum(weights>max(weights)*1e-6)
    Neff = 1/(weights*weights');
    if (Neff<DynareOptions.particle.resampling.neff_threshold*sample_size && strcmpi(DynareOptions.particle.resampling.status,'generic')) || strcmpi(DynareOptions.particle.resampling.status,'systematic')
        nb_obs_resamp = nb_obs_resamp+1 ;